The cemetery church of All Saints, intended for the burial of monks and pilgrims, was built between 1832 and 1834 in the classical style. The church, along with the cemetery, was surrounded by an arched stone fence.

A unique feature of this church is that its dome is the only place where paintings from the monastery's time have been preserved. The frescoes are done in a classical manner and are maintained in a monochrome gray-blue palette.

Research has shown that the frescoes belong to the Arzamas school of Academician A. V. Stupin. Specialists find no analogs of this painting in terms of plot and composition either in Russia or abroad. It depicts an episode from the Apocalypse, where the Lamb opens the book with seven seals before the Almighty seated on the throne.

During the Soviet years, the church building was used as a restaurant and then as a utility store. In 1992, the church was returned to the Orthodox community.

On February 23, 1993, the church was re-consecrated by Metropolitan Nikolai Kutepov of Nizhny Novgorod and Arzamas.

On February 6, 2013, on the feast day of Saint Blessed Xenia of St. Petersburg, parishioners celebrated the twentieth anniversary of the consecration of the first church in Sarov in the name of All Saints.